+11.7%
BABA vs PNR
+99.2%
-87.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -13.8% | +0.3% | -14.0% | -13.9% |
| 30D | -15.1% | +31.7% | -46.8% | -23.1% |
| 3M | -22.7% | +2.6% | -25.4% | -23.9% |
| 6M | -34.7% | -6.4% | -28.3% | -34.4% |
| YTD | -35.0% | -33.4% | -1.6% | -26.2% |
| 1Y | -40.4% | -35.1% | -5.3% | -31.8% |
| 3Y | +21.9% | +17.1% | +4.8% | +8.8% |
| 5Y | -39.9% | -3.5% | -36.3% | -44.5% |
| All | +11.7% | +99.2% | -87.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling